Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

By H. Hennion, Loïc Hervé. 2001

374 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b1c886e9cd2d9e10afdad480448f705c62757dd7

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Citations in the corpus

Large deviations for nonuniformly hyperbolic systems (2008, background): “1 contains three main steps: (i) reduction to a tower map f : ∆ → ∆, (ii) reduction to the case where the tower map is mixing, and (iii) application of an abstract result of [15] using the function space constructed in [36].”
A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems (2017, neutral): “This spectral approach has beenwidely used to prove limit theorems for deterministic dynamics, including large deviation principles [28,44], central limit theorems [6,11,28,45], Berry-Esseen theorems [23,26], local central limit theorems [23,28,45], and vectorvalued almost-sure invariance principles”
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains (2009, background): “3 in Hennion and Hervé [13]).”
Random Walks on Reductive Groups (2016, methodology): “This proof is due to Hennion in [66] (see also [68]).”
Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (2009, methodology): “We start by introducing two Banach spaces Cρ(R) and Bρ,ǫ,λ(R) of continuous functions (23) (see also (16) and (17)).”
On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks (2008, methodology): “For the use of Banach spaces like Lε,c,θ in limit theorems, in a metric space setting, see [17].”
Central limit theorems for iterated random Lipschitz mappings (2004, methodology): “It is fully described in Hennion and Hervé (2001), where references are given.”